Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52232.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45897.91 Kr¶

PnL: ---------------------------------------> -855.09 Kr¶

DD now: ---------------------------------> -1.671 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 11:42:23.040047'

Anic Portfolio¶

Today¶

Return: -0.159 %¶

This Week¶

Return: -0.159 %¶

Total portfolio value¶

Return including deposits: 70.997 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 -2.880000 676.690000 37.690000 5.900000 638.999984
Embracer Group B 26 1.100000 681.460000 19.460000 2.940000 661.999988
Biotage 4 0.450000 621.200000 18.200000 3.020000 603.000000
Addtech B 3 1.790000 715.800000 15.800000 2.260000 699.999999
SynAct Pharma 9 -2.270000 658.800000 13.800000 2.140000 645.000003
Indutrade 5 1.720000 1333.000000 13.000000 0.980000 1320.000000
Eastnine 6 -2.960000 669.600000 12.600000 1.920000 657.000000
Vitrolife 3 1.950000 688.800000 11.800000 1.740000 677.000001
Xvivo Perfusion 3 -0.180000 855.000000 10.000000 1.180000 845.000001
Sdiptech B 3 0.220000 831.000000 9.000000 1.090000 822.000000
Nolato B 12 -0.180000 657.000000 9.000000 1.390000 648.000000
Addnode Group B 6 1.360000 759.600000 7.600000 1.010000 751.999998
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.390000 452.200000 3.200000 0.710000 449.000000
NCC B 7 -0.480000 655.550000 1.550000 0.240000 653.999997
Fortnox 10 3.430000 669.200000 1.200000 0.180000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Lime Technologies 2 -1.010000 588.000000 -5.000000 -0.840000 593.000000
Volati 5 -4.550000 566.000000 -8.000000 -1.390000 574.000000
Sedana Medical 135 -2.440000 4322.700000 -8.300000 -0.190000 4330.999935
Sampo Oyj SDB 1 -1.200000 496.000000 -9.000000 -1.780000 505.000000
Investor B 3 0.420000 648.300000 -9.700000 -1.470000 657.999999
SCA A 4 -0.680000 586.400000 -12.600000 -2.100000 599.000000
Humana 40 1.620000 653.600000 -20.400000 -3.030000 674.000000
Balco Group 39 -1.360000 1834.950000 -40.050000 -2.140000 1874.999997
Lundin Gold 7 1.380000 922.600000 -51.400000 -5.280000 973.999999
Ambea 68 1.050000 2484.720000 -52.280000 -2.060000 2537.000032
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Investor A 16 0.280000 3465.600000 -79.400000 -2.240000 3545.000000
New Wave B 40 -0.650000 3794.000000 -122.000000 -3.120000 3916.000000
Gaming Innovation Group 161 0.400000 4057.200000 -130.800000 -3.120000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.620000 2564.100000 -402.900000 -13.580000 2966.999993
TOTAL 45895.570000 -857.430000 -1.67497% 46752.999863

Updated:¶

'2023-06-13 11:40:53.828568'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶